+8.6%
EMB vs PCOR
-9.0%
+17.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +0.8% | +22.2% | -21.4% | -0.6% |
| 30D | +1.5% | +36.0% | -34.5% | -0.6% |
| 3M | -1.9% | +34.0% | -35.9% | -4.0% |
| 6M | -1.6% | +43.5% | -45.1% | -4.3% |
| YTD | 0.0% | +5.1% | -5.1% | -0.9% |
| 1Y | +1.1% | -3.9% | +5.0% | +0.8% |
| 3Y | +30.9% | +52.9% | -22.0% | +24.0% |
| 5Y | +7.1% | -18.7% | +25.7% | +1.3% |
| All | +8.6% | -9.0% | +17.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling